+41.2%
KEY vs GRMN
+75.1%
-33.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | -3.0% | -8.4% | +5.4% | +0.6% |
| 3M | +3.3% | +15.0% | -11.7% | -3.9% |
| 6M | +9.2% | +11.2% | -2.0% | +2.7% |
| YTD | +10.6% | +37.7% | -27.0% | -6.3% |
| 1Y | +20.4% | +18.5% | +1.9% | +8.8% |
| 3Y | +121.8% | +175.8% | -54.0% | +25.6% |
| All | +41.2% | +75.1% | -33.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling